arXiv subjects

Davide Gallon

Publications and source records attributed to Davide Gallon.

6 recordsLinked to original sources

arXiv2026

Strong error analysis for the stochastic momentum optimizer

Stochastic gradient descent (SGD) optimization schemes are the methods of choice for the optimization of deep neural networks (DNNs) in artificial intelligence (AI) systems. Often not the standard SGD method is used but instead suitable accelerated, adaptive, and/or normalized variants of standard SGD such as Adam, AdamW, and MUON are employed to train large scale AI systems in practically relevant settings. The acceleration (higher order convergence speed) in all these popular optimizers relies on the momentum SGD optimizer. In this work we provide a rigorous error analysis for the momentum SGD optimizer. In particular, we establish convergence rates for the momentum optimizer in terms of the size of the learning rate (step size), the size of the mini-batch, and the size of the one-point convexity constant.

math.OC↗

arXiv2026

INEUS: Iterative Neural Solver for High-Dimensional PIDEs

In this paper, we introduce INEUS, a meshfree iterative neural solver for partial integro-differential equations (PIDEs). The method replaces the explicit evaluation of nonlocal jump integrals with single-jump sampling and reformulates PIDE solving as a sequence of recursive regression problems. Like Physics-Informed Neural Networks (PINNs), INEUS learns global solutions over the entire space-time domain, yet it offers a more efficient treatment of nonlocal terms and avoids the computationally expensive differentiation of full PIDE residuals. These features make INEUS particularly well suited for high-dimensional PDEs and PIDEs. Supported by a contraction-based convergence proof for linear PIDEs, our numerical experiments show that INEUS delivers accurate and scalable solutions for various high-dimensional linear and nonlinear examples.

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arXiv2026

Physics-informed diffusion models in spectral space

We propose physics-informed spectral diffusion (PISD), a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of partial differential equations (PDEs) conditioned on partial observations, which includes, in particular, forward and inverse PDE problems. We learn the joint distribution of PDE parameters and solutions via a diffusion process in a latent space of scaled spectral representations, where Gaussian noise corresponds to functions with controlled regularity. This spectral formulation enables significant dimensionality reduction compared to grid-based diffusion models and ensures that the induced process in function space remains within a class of functions for which the PDE operators are well defined. Building on diffusion posterior sampling, we enforce physics-informed constraints and measurement conditions during inference, applying Adam-based updates at each diffusion step. We evaluate the proposed approach on Poisson, Helmholtz, and incompressible Navier-Stokes equations, demonstrating improved accuracy and computational efficiency compared with existing diffusion-based PDE solvers, which are state of the art for sparse observations. Code is available at https://github.com/deeplearningmethods/PISD.

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arXiv2025

SAD Neural Networks: Divergent Gradient Flows and Asymptotic Optimality via o-minimal Structures

We study gradient flows for loss landscapes of fully connected feedforward neural networks with commonly used continuously differentiable activation functions such as the logistic, hyperbolic tangent, softplus or GELU function. We prove that the gradient flow either converges to a critical point or diverges to infinity while the loss converges to an asymptotic critical value. Moreover, we prove the existence of a threshold $\varepsilon>0$ such that the loss value of any gradient flow initialized at most $\varepsilon$ above the optimal level converges to it. For polynomial target functions and sufficiently big architecture and data set, we prove that the optimal loss value is zero and can only be realized asymptotically. From this setting, we deduce our main result that any gradient flow with sufficiently good initialization diverges to infinity. Our proof heavily relies on the geometry of o-minimal structures. We confirm these theoretical findings with numerical experiments and extend our investigation to more realistic scenarios, where we observe an analogous behavior.

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arXiv2024

An overview of diffusion models for generative artificial intelligence

This article provides a mathematically rigorous introduction to denoising diffusion probabilistic models (DDPMs), sometimes also referred to as diffusion probabilistic models or diffusion models, for generative artificial intelligence. We provide a detailed basic mathematical framework for DDPMs and explain the main ideas behind training and generation procedures. In this overview article we also review selected extensions and improvements of the basic framework from the literature such as improved DDPMs, denoising diffusion implicit models, classifier-free diffusion guidance models, and latent diffusion models.

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arXiv2022

Blow up phenomena for gradient descent optimization methods in the training of artificial neural networks

In this article we investigate blow up phenomena for gradient descent optimization methods in the training of artificial neural networks (ANNs). Our theoretical analysis is focused on shallow ANNs with one neuron on the input layer, one neuron on the output layer, and one hidden layer. For ANNs with ReLU activation and at least two neurons on the hidden layer we establish the existence of a target function such that there exists a lower bound for the risk values of the critical points of the associated risk function which is strictly greater than the infimum of the image of the risk function. This allows us to demonstrate that every gradient flow trajectory with an initial risk smaller than this lower bound diverges. Furthermore, we analyze and compare various popular types of activation functions with regard to the divergence of gradient flow trajectories and gradient descent trajectories in the training of ANNs and with regard to the closely related question concerning the existence of global minimum points of the risk function.

math.OC↗